Segall Bryant Correlations

SBASX Fund

USD 12.86 0.10 0.77%

The current 90-days correlation between Segall Bryant Hamill and Segall Bryant Hamill is 0.02 (i.e., Significant diversification). The correlation of Segall Bryant is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Segall Bryant Correlation With Market

Good diversification

The correlation between Segall Bryant Hamill and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Segall Bryant Hamill and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Segall Bryant Hamill. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators.

Moving together with Segall Mutual Fund

0.84	SBAPX	Segall Bryant Hamill	Pair Corr
0.88	SBEMX	Segall Bryant Hamill	Pair Corr
0.91	SBHAX	Segall Bryant Hamill	Pair Corr
0.93	SBHCX	Segall Bryant Hamill	Pair Corr
0.88	SBHEX	Segall Bryant Hamill	Pair Corr
0.85	SBHPX	Segall Bryant Hamill	Pair Corr
0.85	SBHSX	Segall Bryant Hamill	Pair Corr
0.93	SBHVX	Segall Bryant Hamill	Pair Corr
0.98	SBRVX	Segall Bryant Hamill	Pair Corr
0.91	SBRAX	Segall Bryant Hamill	Pair Corr
0.85	SBSIX	Segall Bryant Hamill	Pair Corr
0.73	WTCOX	Westcore Orado Tax	Pair Corr
0.77	WTIBX	Westcore Plus Bond	Pair Corr
0.86	WTMVX	Westcore Global Large	Pair Corr
0.9	WTLTX	Westcore Flexible Income	Pair Corr
0.86	WTSGX	Westcore Small Cap	Pair Corr
0.83	WTTAX	Westcore Municipal	Pair Corr
0.83	CIEQX	Segall Bryant Hamll	Pair Corr
0.82	CIQRX	Segall Bryant Hamll	Pair Corr
0.72	WICOX	Westcore Orado Tax	Pair Corr
0.8	WIIBX	Westcore Plus Bond	Pair Corr
0.86	WIMVX	Westcore Global Large	Pair Corr
0.88	WILTX	Westcore Flexible Income	Pair Corr
0.87	WISGX	Westcore Small Cap	Pair Corr
0.79	WITAX	Westcore Municipal	Pair Corr
0.92	VSGAX	Vanguard Small Cap	Pair Corr
0.92	VSGIX	Vanguard Small Cap	Pair Corr
0.92	VISGX	Vanguard Small Cap	Pair Corr
0.92	VEXPX	Vanguard Explorer	Pair Corr
0.92	VEXRX	Vanguard Explorer	Pair Corr
0.89	JGMIX	Janus Triton	Pair Corr
0.89	JGMRX	Janus Triton	Pair Corr
0.89	JGMAX	Janus Triton	Pair Corr
0.95	JGMCX	Janus Triton	Pair Corr
0.95	JGMNX	Janus Triton	Pair Corr
0.8	GAAKX	Gmo Alternative Allo	Pair Corr
0.83	GAAGX	Gmo Alternative Allo	Pair Corr
0.79	GPBFX	Gmo E Plus	Pair Corr
0.73	GPMFX	Guidepath Managed Futures	Pair Corr

Related Correlations Analysis

	SBASX	SBEMX	SBHAX	SBHCX	SBHEX	SBHPX	SBHSX	SBHVX	SBRVX	SBRAX
SBASX		0.88	0.91	0.93	0.88	0.85	0.85	0.93	0.98	0.91	SBASX
SBEMX	0.88		0.93	0.91	1.0	0.87	0.88	0.9	0.87	0.93	SBEMX
SBHAX	0.91	0.93		0.95	0.93	0.86	0.86	0.91	0.88	1.0	SBHAX
SBHCX	0.93	0.91	0.95		0.91	0.85	0.88	0.98	0.92	0.95	SBHCX
SBHEX	0.88	1.0	0.93	0.91		0.87	0.88	0.9	0.87	0.93	SBHEX
SBHPX	0.85	0.87	0.86	0.85	0.87		0.96	0.86	0.84	0.86	SBHPX
SBHSX	0.85	0.88	0.86	0.88	0.88	0.96		0.9	0.86	0.86	SBHSX
SBHVX	0.93	0.9	0.91	0.98	0.9	0.86	0.9		0.95	0.91	SBHVX
SBRVX	0.98	0.87	0.88	0.92	0.87	0.84	0.86	0.95		0.88	SBRVX
SBRAX	0.91	0.93	1.0	0.95	0.93	0.86	0.86	0.91	0.88		SBRAX
	SBASX	SBEMX	SBHAX	SBHCX	SBHEX	SBHPX	SBHSX	SBHVX	SBRVX	SBRAX

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Risk-Adjusted Indicators

There is a big difference between Segall Mutual Fund performing well and Segall Bryant Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Segall Bryant's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
SBASX	0.80	0.12	0.02	(5.72)	0.73	(0.93)	1.62	(1.34)	4.38
SBEMX	0.51	0.07	0.05	0.20	0.48	(0.55)	1.19	(1.04)	3.99
SBHAX	0.50	0.00	(0.02)	0.10	0.50	(0.54)	1.08	(1.00)	2.67
SBHCX	0.80	0.00	0.02	0.10	0.73	(0.90)	1.63	(1.32)	4.41
SBHEX	0.51	0.07	0.06	0.21	0.45	(0.56)	1.15	(1.05)	4.01
SBHPX	0.07	0.01	(0.80)	0.49	0.00	(0.11)	0.10	(0.10)	0.40
SBHSX	0.55	0.09	0.07	0.23	0.42	(0.62)	1.30	(0.97)	3.00
SBHVX	0.96	0.07	0.12	0.14	0.76	(1.25)	2.05	(1.62)	5.31
SBRVX	0.95	0.21	0.12	(9.84)	0.75	(1.23)	2.05	(1.63)	5.25
SBRAX	0.50	0.00	(0.02)	0.10	0.51	(0.54)	1.08	(0.99)	2.72

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Segall Bryant Correlations

Segall Bryant Correlation With Market

Good diversification

Moving together with Segall Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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